+564.2%
MS vs KEEL
+294.5%
+269.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.6% |
| 7D | -1.5% | +2.9% | -4.4% | -1.7% |
| 30D | -1.5% | +0.8% | -2.3% | -1.8% |
| 3M | +1.4% | -35.3% | +36.7% | +3.1% |
| 6M | +34.7% | +59.4% | -24.7% | +29.2% |
| YTD | +22.7% | +51.9% | -29.2% | +17.5% |
| 1Y | +40.1% | +75.0% | -34.9% | +31.5% |
| 3Y | +181.4% | +224.5% | -43.1% | +147.0% |
| 5Y | +142.6% | -35.9% | +178.5% | +115.6% |
| All | +564.2% | +294.5% | +269.7% | +450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling